Ferrovial (Spain) Market Value

FER Stock  EUR 37.10  0.42  1.15%   
Ferrovial's market value is the price at which a share of Ferrovial trades on a public exchange. It measures the collective expectations of Ferrovial investors about its performance. Ferrovial is trading at 37.10 as of the 28th of March 2024, a 1.15 percent up since the beginning of the trading day. The stock's open price was 36.68.
With this module, you can estimate the performance of a buy and hold strategy of Ferrovial and determine expected loss or profit from investing in Ferrovial over a given investment horizon. Check out Ferrovial Correlation, Ferrovial Volatility and Ferrovial Alpha and Beta module to complement your research on Ferrovial.
Symbol

Please note, there is a significant difference between Ferrovial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ferrovial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ferrovial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Ferrovial 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ferrovial's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ferrovial.
0.00
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in Ferrovial on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Ferrovial or generate 0.0% return on investment in Ferrovial over 30 days. Ferrovial is related to or competes with Airbus Group, Banco Bilbao, Caixabank, and Cellnex Telecom. Ferrovial, S.A., together with its subsidiaries, operates as an infrastructure operator and municipal services company w... More

Ferrovial Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ferrovial's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ferrovial upside and downside potential and time the market with a certain degree of confidence.

Ferrovial Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferrovial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ferrovial's standard deviation. In reality, there are many statistical measures that can use Ferrovial historical prices to predict the future Ferrovial's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ferrovial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
35.9137.1038.29
Details
Intrinsic
Valuation
LowRealHigh
35.0236.2137.40
Details
Naive
Forecast
LowNextHigh
35.9837.1738.36
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
36.5636.9137.26
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ferrovial. Your research has to be compared to or analyzed against Ferrovial's peers to derive any actionable benefits. When done correctly, Ferrovial's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Ferrovial.

Ferrovial Backtested Returns

We consider Ferrovial very steady. Ferrovial secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ferrovial, which you can use to evaluate the volatility of the firm. Please confirm Ferrovial's Mean Deviation of 0.8488, downside deviation of 1.27, and Coefficient Of Variation of 577.88 to check if the risk estimate we provide is consistent with the expected return of 0.19%. Ferrovial has a performance score of 12 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, Ferrovial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ferrovial is expected to be smaller as well. Ferrovial right now shows a risk of 1.19%. Please confirm Ferrovial sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Ferrovial will be following its price patterns.

Auto-correlation

    
  0.46  

Average predictability

Ferrovial has average predictability. Overlapping area represents the amount of predictability between Ferrovial time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ferrovial price movement. The serial correlation of 0.46 indicates that about 46.0% of current Ferrovial price fluctuation can be explain by its past prices.
Correlation Coefficient0.46
Spearman Rank Test0.35
Residual Average0.0
Price Variance0.13

Ferrovial lagged returns against current returns

Autocorrelation, which is Ferrovial stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ferrovial's stock expected returns. We can calculate the autocorrelation of Ferrovial returns to help us make a trade decision. For example, suppose you find that Ferrovial has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Ferrovial regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ferrovial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ferrovial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ferrovial stock over time.
   Current vs Lagged Prices   
       Timeline  

Ferrovial Lagged Returns

When evaluating Ferrovial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ferrovial stock have on its future price. Ferrovial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ferrovial autocorrelation shows the relationship between Ferrovial stock current value and its past values and can show if there is a momentum factor associated with investing in Ferrovial.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ferrovial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ferrovial's short interest history, or implied volatility extrapolated from Ferrovial options trading.

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Check out Ferrovial Correlation, Ferrovial Volatility and Ferrovial Alpha and Beta module to complement your research on Ferrovial.
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When running Ferrovial's price analysis, check to measure Ferrovial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ferrovial is operating at the current time. Most of Ferrovial's value examination focuses on studying past and present price action to predict the probability of Ferrovial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrovial's price. Additionally, you may evaluate how the addition of Ferrovial to your portfolios can decrease your overall portfolio volatility.
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Ferrovial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Ferrovial technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ferrovial trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...